POWERGRID
Power Grid Corp. Ltd.
Historical option data for POWERGRID
21 Sep 2025 04:12 PM IST
| POWERGRID 30SEP2025 300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.09
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 286.20 | 0.5 | -0.35 | 19.43 | 1,268 | -3 | 2,168 | |||||||||
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| 14 Sept | 287.65 | 0.9 | -0.1 | 16.00 | 970 | 31 | 1,719 | |||||||||
| 17 Aug | 288.70 | 3.6 | -0.2 | 16.00 | 69 | 31 | 203 | |||||||||
For Power Grid Corp. Ltd. - strike price 300 expiring on 30SEP2025
Delta for 300 CE is 0.11
Historical price for 300 CE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 19.43, the open interest changed by -3 which decreased total open position to 2168
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 16.00, the open interest changed by 31 which increased total open position to 1719
On 17 Aug POWERGRID was trading at 288.70. The strike last trading price was 3.6, which was -0.2 lower than the previous day. The implied volatity was 16.00, the open interest changed by 31 which increased total open position to 203
| POWERGRID 30SEP2025 300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.09
Theta: -0.00
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 286.20 | 12.8 | 1.8 | 18.91 | 120 | -10 | 466 |
| 14 Sept | 287.65 | 12.4 | -0.2 | 22.86 | 117 | -34 | 493 |
| 17 Aug | 288.70 | 20.7 | 0 | - | 0 | 0 | 0 |
For Power Grid Corp. Ltd. - strike price 300 expiring on 30SEP2025
Delta for 300 PE is -0.90
Historical price for 300 PE is as follows
On 21 Sept POWERGRID was trading at 286.20. The strike last trading price was 12.8, which was 1.8 higher than the previous day. The implied volatity was 18.91, the open interest changed by -10 which decreased total open position to 466
On 14 Sept POWERGRID was trading at 287.65. The strike last trading price was 12.4, which was -0.2 lower than the previous day. The implied volatity was 22.86, the open interest changed by -34 which decreased total open position to 493
On 17 Aug POWERGRID was trading at 288.70. The strike last trading price was 20.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
